QUADRULE Quadrature Rules

QUADRULE
is a FORTRAN90 library which
sets up a variety of
quadrature rules, used to approximate the integral of a function
over various domains in 1D.

QUADRULE returns the abscissas and weights for a variety of
one dimensional quadrature rules for approximating the integral
of a function. The best rule is generally Gauss-Legendre quadrature,
but other rules offer special features, including the ability to
handle certain weight functions, to approximate an integral
on an infinite integration region, or to estimate the approximation
error.

Licensing:

The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.